Refactor Manual

[betanalpha]

We really need to refactor the manual so that we have separate sections describing our samplers/optimizers and their configurations. I'm thinking a chapter after "Introduction" called something like "Algorithms" with details on HMC, adaptation, optimization, and potential pitfalls in practice, which would leave the configuration doc in the "Commands" chapter much cleaner.

I assign myself since I know the most about the samplers.

[bob-carpenter]

I heartily concur. Thanks for taking it on.

You'll see some material on samplers scattered throughout.

I kept planning to reorganize the material as soon as we got more than one sampler in place.

• Bob

On 11/2/13, 7:21 PM, Michael Betancourt wrote:

We really need to refactor the manual so that we have separate sections describing our samplers/optimizers and their configurations. I'm thinking a chapter after "Introduction" called something like "Algorithms" with details on HMC, adaptation, optimization, and potential pitfalls in practice, which would leave the configuration doc in the "Commands" chapter much cleaner.

I assign myself since I know the most about the samplers.

— Reply to this email directly or view it on GitHub https://github.com/stan-dev/stan/issues/354.

[betanalpha]

Roadmap

Bayesian Inference in Practice

• Uncertainty as Probability, Bayes Theorem
  • Likelihood, Prior, Posterior
• Employing the Posterior with Expectations
  • Measures and Densities
  • Typical Set, Integrals Hard
• Computational Techniques
  • Approximating Expectations with Point Estimates
  • Markov Chain Monte Carlo
  • Ergodicity, Geometric Ergodicity
    • Convergence and Mixing
    • The Monte Carlo Central Limit Theorem
  • Convergence in Practice
    • Finding the typical set
    • Necessary conditions as proxy for sufficient conditions
    • Split Rhat
  • Analysis
    • Autocorrelations
    • Effective Sample Size
    • Monte Carlo Standard Error
  • Markov Kernels
    • Random Walk Metropolis
    • Gibbs (BUGS, JAGS)
    • Hamiltonian Monte Carlo Stan
• The Stan Modeling Language
  • Example
  • Types and Declarations
  • Expressions
  • Statements
  • Program Blocks
  • Functions
• Automatic Differentiation
  • Factoring algebra from partials with dual numbers
  • Examples
  • Implementation
• The Stan Algorithms
  • Optimization
  • BFGS, L-BFGS
  • MCMC
  • HMC

Stan in Practice

• Best Practices
  • Development
  • Style
• Optimization
  • Model Implementation
  • Rao-Blackwellization
  • Reparameterization
  • Stan Implementation
  • Linear Algebra
  • Vectorization
• Modeling Techniques
  • Dump from Stan

The Stan Reference Guide

• Modeling Language
  • BNF Syntax
  • Functions
  • Distributions
  • Continuous
  • Discrete
• Algorithms
  • Optimization
  • BFGS, L-BFGS
    • Configurations
  • MCMC
  • HMC
    • Configurations

The Stan Interfaces

• CmdStan, RStan, PyStan, MStan
  • Data Format
  • Compiling Models
  • Running Models
  • Tools
  • Quick Start Guide

The Stan Development Process

• Tools
• Issues
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• Submitting a Patch

[bob-carpenter]

absorbed into #2103